-23.2%
AIG vs WST
+12,330.1%
-12,353.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | +0.7% | -1.7% | -1.2% |
| 30D | -4.9% | -3.1% | -1.7% | -4.0% |
| 3M | +4.5% | +7.2% | -2.7% | +1.8% |
| 6M | -1.4% | +36.8% | -38.3% | -11.8% |
| YTD | -9.8% | +23.8% | -33.6% | -17.0% |
| 1Y | -4.5% | +37.8% | -42.3% | -15.7% |
| 3Y | +37.4% | -15.9% | +53.3% | +30.7% |
| 5Y | +55.0% | -25.8% | +80.8% | +48.0% |
| 10Y | +63.7% | +319.6% | -255.9% | -26.8% |
| All | -23.2% | +12,330.1% | -12,353.3% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling